Anic Equity¶

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Total return since start: 0.575 %¶

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Equity now: -----------------------------> 48109.06 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46714.16 Kr¶

PnL: ---------------------------------------> -174.41 Kr¶

DD now: ---------------------------------> -1.071 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-18 15:18:04.224038'

Anic Portfolio¶

Today¶

Return: 0.833 %¶

This Week¶

Return: 1.211 %¶

Total¶

Return: 57.497 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.490000 2856.000000 220.000000 8.350000 2636.000010
Beijer Electronics Group 26 1.340000 3146.000000 175.000000 5.890000 2971.000006
Samhällsbyggnadsbo. i Norden B 20 0.550000 436.400000 81.400000 22.930000 355.000000
Corem Property Group B 59 -0.800000 657.260000 80.260000 13.910000 576.999999
Boozt 12 0.490000 1714.800000 60.800000 3.680000 1653.999996
HMS Networks 2 1.110000 727.600000 54.600000 8.110000 673.000000
FM Mattsson Mora Group B 50 0.000000 2970.000000 43.000000 1.470000 2927.000000
SAAB B 8 0.730000 3419.200000 42.200000 1.250000 3377.000000
OEM International B 7 1.510000 564.200000 36.200000 6.860000 527.999997
Intrum 4 1.570000 554.800000 27.800000 5.280000 527.000000
Eastnine 4 2.060000 516.000000 25.000000 5.090000 491.000000
Norva24 Group 16 4.070000 564.160000 21.160000 3.900000 543.000000
Coor Service Management Hold. 8 1.020000 552.400000 20.400000 3.830000 532.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 577.500000 15.500000 2.760000 562.000005
MedCap 2 -1.140000 435.000000 14.000000 3.330000 421.000000
AcadeMedia 12 1.840000 570.960000 13.960000 2.510000 557.000004
Samhällsbyggnadsbo. i Norden D 12 -0.180000 259.200000 13.200000 5.370000 246.000000
Resurs Holding 22 0.720000 582.780000 8.780000 1.530000 573.999998
Karnov Group 9 -1.150000 541.800000 5.800000 1.080000 536.000004
Securitas B 6 1.050000 575.400000 5.400000 0.950000 570.000000
Swedbank A 3 1.660000 568.350000 4.350000 0.770000 564.000000
Creaspac SPAC 6 -0.100000 577.800000 0.800000 0.140000 577.000002
Essity B 2 -1.210000 573.000000 -1.000000 -0.170000 574.000000
Handelsbanken A 5 0.050000 544.250000 -1.750000 -0.320000 546.000000
CTEK 13 1.720000 531.830000 -2.170000 -0.410000 533.999999
Essity A 4 -1.720000 1146.000000 -3.000000 -0.260000 1149.000000
Nordea Bank Abp 29 0.000000 3449.260000 -4.740000 -0.140000 3453.999992
Midsona B 63 -1.190000 576.450000 -6.550000 -1.120000 582.999984
International Petroleum Corp. 5 2.210000 555.000000 -39.570000 -6.660000 594.565215
Vivesto 1368 2.060000 570.460000 -42.540000 -6.940000 612.999432
Sampo Oyj SDB 7 -0.190000 3773.000000 -77.000000 -2.000000 3850.000000
OX2 18 1.130000 1530.900000 -133.100000 -8.000000 1663.999992
Axfood 13 0.720000 3614.000000 -142.000000 -3.780000 3756.000001
Ovzon 52 3.890000 3052.400000 -309.600000 -9.210000 3361.999992
Fasadgruppen Group 35 -0.810000 3430.000000 -381.000000 -10.000000 3810.999990
TOTAL 46714.160000 -174.410000 -1.07101% 46888.564618

Updated:¶

'2023-01-18 15:18:16.351013'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶